While creating an Azure Pipeline to backup all Azure Cosmos databases in a subscription, I had to list all collections from all databases. For that I wrote a script.

Feel free to adapt it in order to meet your needs! Enjoy!

#Retrieve database accounts
$databaseAccounts = Get-AzResource | where ResourceType -Like "*database*"

foreach($databaseAccount in $databaseAccounts){
    Write-Host "#RG:"  $databaseAccount.ResourceGroupName -ForegroundColor Green
    Write-Host "#   databaseAccountName:" $databaseAccount.Name -ForegroundColor Green
    
    #Retrieve databases
    $databases = az cosmosdb database list --resource-group-name $databaseAccount.ResourceGroupName --name $databaseAccount.Name
    $databasesConverted = $databases | ConvertFrom-Json
    foreach($database in $databasesConverted){
        $databaseName = $database.id
        Write-Host "#     databaseName:" $databaseName -ForegroundColor Green
        
        #Retrieve collections
        $allcollections = ""
        $collections = az cosmosdb collection list --resource-group-name $databaseAccount.ResourceGroupName --name $databaseAccount.Name --db-name $databaseName
        $collectionsConverted = $collections | ConvertFrom-Json
        foreach($collection in $collectionsConverted){
            $collectionName = $collection.id
            Write-Host "#       collectionName: " $collectionName -ForegroundColor Green
        }
    }
}